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We provide deficit estimates for Nelson's hypercontractivity inequality, the logarithmic Sobolev inequality, and Talagrand's transportation cost inequality under the restriction that the inputs are semi-log-subharmonic, semi-log-convex, or…

Analysis of PDEs · Mathematics 2022-06-08 Neal Bez , Shohei Nakamura , Hiroshi Tsuji

In this work, we derived a transport equation based on a generalized equation of time-dependent generator coordinate method (TDGCM) under the Gaussian overlap approximation (GOA). The transport equation is obtained by using…

Nuclear Theory · Physics 2023-01-03 Fangyuan Wang , Yingxun Zhang , Zhipan Li

In this paper we consider a scalar parabolic equation on a star graph; the model is quite general but what we have in mind is the description of traffic flows at a crossroad. In particular, we do not necessarily require the continuity of…

Analysis of PDEs · Mathematics 2017-01-30 Andrea Corli , Lorenzo Di Ruvo , Luisa Malaguti , Massimiliano Rosini

In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…

Probability · Mathematics 2015-10-22 Le Chen , Kunwoo Kim

We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…

Probability · Mathematics 2009-12-22 Raluca Balan , Ciprian Tudor

We study the convective wave equation in two space dimension driven by spatially homogeneous Gaussian noise. The existence of the real-valued solution is proved by providing a necessary and sufficient condition of Gaussian noise source. Our…

Probability · Mathematics 2014-12-09 Sang-Hyeon Park , Imbo Sim

We study the passive transport of a scalar field by a spatially smooth but white-in-time incompressible Gaussian random velocity field on $\mathbb{R}^d$. If the velocity field $u$ is homogeneous, isotropic, and statistically self-similar,…

Probability · Mathematics 2023-09-28 Michele Coti Zelati , Theodore D. Drivas , Rishabh S. Gvalani

We study the ergodic behaviour of the McKean-Vlasov equations driven by common, divergence-free transport noise. In particular, we show that in dimension $d\geq 2$, if the noise is mixing and sufficiently strong it can enforce the…

Probability · Mathematics 2026-01-30 Benjamin Gess , Rishabh S. Gvalani , Adrian Martini

A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…

Geophysics · Physics 2017-05-31 Valentin Resseguier , Etienne Mémin , Bertrand Chapron

In this note we bound the deficit in the logarithmic Sobolev Inequality and in the Talagrand transport-entropy Inequality for the Gaussian measure, in any dimension, by mean of a distance introduced by Bucur and Fragal\`a.

Functional Analysis · Mathematics 2015-07-01 Filomena Feo , Maria Rosaria Posteraro , Cyril Roberto

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

Geophysics · Physics 2022-07-26 Long Li , Bruno Deremble , Noé Lahaye , Etienne Mémin

We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…

Probability · Mathematics 2025-10-22 Martin Hairer , Wenhao Zhao

We introduce the Turbulent Transport in Tokamaks via Stochastic Trajectories (T3ST) code, designed to address the problem of turbulent transport using a statistical approach complementary to gyrokinetics. The code employs test-particle…

Plasma Physics · Physics 2025-03-25 D. I. Palade , L. M. Pomarjanschi

We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…

Probability · Mathematics 2025-02-18 Martin Huesmann , Michael Goldman , Dario Trevisan

In this work, we generalize some results on scaling limits of stochastic transport equations on the torus, developed recently by Flandoli, Galeati and Luo in Galeati (2020); Flandoli and Luo (2020); Flandoli et al. (2024), to manifolds. We…

Probability · Mathematics 2025-05-13 Wei Huang

We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are no more uniformly convex. Proof is…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Guillin Arnaud , Malrieu Florent

Fix $d\in\{1,2\}$, we consider a $d$-dimensional stochastic wave equation driven by a Gaussian noise, which is temporally white and colored in space such that the spatial correlation function is integrable and satisfies Dalang's condition.…

Probability · Mathematics 2021-08-18 David Nualart , Guangqu Zheng

For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities, transportation inequalities…

Probability · Mathematics 2013-09-19 Gordon Blower , François Bolley

Stochastic processes associated with traveling wave solutions of the sine-Gordon equation are presented. The structure of the forward Kolmogorov equation as a conservation law is essential in the construction and so is the traveling wave…

Exactly Solvable and Integrable Systems · Physics 2009-01-06 Tetsu Yajima , Hideaki Ujino

In this work we set the stage for a new probabilistic pathwise approach to effectively calibrate a general class of stochastic nonlinear fluid dynamics models. We focus on a 2D Euler SALT equation, showing that the driving stochastic…

Probability · Mathematics 2023-05-10 Oana Lang , Wei Pan
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